@Article{IJNAM-9-4,
author = {Holmes, D., A. and Yang, H.},
title = {A Front-Fixing Finite Element Method for the Valuation of American Put Options on Zero-Coupon Bonds},
journal = {International Journal of Numerical Analysis and Modeling},
year = {2012},
volume = {9},
number = {4},
pages = {777--792},
abstract = {<p style="text-align: justify;">A front-fixing finite element method is developed for the valuation of American put options on zero-coupon bonds under a class of one-factor
models of short interest rates. Numerical results are presented to examine our
method and to compare it with the usual finite element method. A conjecture concerning the behavior of the early exercise boundary near the option
expiration date is proposed according to the numerical results.</p>},
issn = {2617-8710},
doi = {https://doi.org/2012-IJNAM-658},
url = {https://global-sci.com/article/83513/a-front-fixing-finite-element-method-for-the-valuation-of-american-put-options-on-zero-coupon-bonds}
}